Commercial Bank OF Dubai AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.70% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6025 | 16.83 | |
| 0.2630 | 31.95 | |
| 0.7141 | 88.81 | |
| -0.0953 | -0.77 |
Estimation Period:
Nov 11, 2005 to Feb 6, 2026
Nov 11, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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